+126.6%
FHN vs ALM
+3,219.4%
-3,092.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.5% |
| 7D | +2.7% | +8.4% | -5.8% | +2.3% |
| 30D | -3.1% | +34.8% | -37.9% | -4.6% |
| 3M | +2.3% | +16.2% | -13.9% | +1.2% |
| 6M | +9.7% | +2.1% | +7.6% | +8.5% |
| YTD | +4.7% | +117.0% | -112.3% | -0.2% |
| 1Y | +13.8% | +313.9% | -300.1% | +4.9% |
| 3Y | +131.6% | +2,327.9% | -2,196.4% | +92.6% |
| 5Y | +91.1% | +1,040.6% | -949.5% | +62.1% |
| 10Y | +126.6% | +3,219.4% | -3,092.8% | +85.2% |
| All | +126.6% | +3,219.4% | -3,092.8% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling